-28.5%
CEG vs PCOR
-2.3%
-26.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.3% |
| 7D | -4.7% | +22.7% | -27.5% | -3.4% |
| 30D | -16.6% | +37.5% | -54.0% | -15.3% |
| 3M | -4.1% | +35.2% | -39.3% | -2.7% |
| 6M | -22.3% | +42.2% | -64.6% | -20.2% |
| YTD | -28.9% | +3.6% | -32.5% | -23.0% |
| 1Y | -28.5% | -4.8% | -23.7% | -19.5% |
| All | -28.5% | -2.3% | -26.2% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling